We read every piece of feedback, and take your input very seriously.
To see all available qualifiers, see our documentation.
1 parent eb4533e commit 96e66c1Copy full SHA for 96e66c1
tests/setup.lisp
@@ -27,6 +27,11 @@
27
28
(defun same-univariate-moments (rv &key (n 100000) (z-band 4d0)
29
(var-band 0.1))
30
+ "Sample a univariate random variable N times and compare with expected moments, using
31
+
32
+ 1. the z-score of the mean (should be below Z-BAND in absolute value),
33
34
+ 2. the variance with NUM= using VAR-BAND as a tolerance."
35
(let+ (((&accessors-r/o mean variance) rv)
36
(sample-moments (clnu.stats:central-sample-moments nil)))
37
(loop repeat n
0 commit comments